+396.1%
PBF vs ESI
+42.9%
+353.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +2.0% |
| 7D | -7.4% | -3.5% | -3.9% | -6.4% |
| 30D | -17.5% | -9.3% | -8.2% | -15.5% |
| 3M | +13.1% | -12.8% | +25.9% | +16.6% |
| 6M | +72.6% | -24.6% | +97.2% | +82.6% |
| YTD | +161.2% | +32.7% | +128.5% | +118.1% |
| 1Y | +93.3% | +20.3% | +73.0% | +68.0% |
| 3Y | +80.7% | +80.2% | +0.5% | +29.3% |
| 5Y | +396.1% | +40.0% | +356.1% | +307.0% |
| All | +396.1% | +42.9% | +353.2% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling